Wedge distribution

The wedge distribution has a domain of 0 to 1 and has a linear probability density function over that domain.

Usage

dwedge(x, a, lower.tail = TRUE, log = FALSE)

Arguments

x

vector of quantiles

a

a gradient from -2 (left skewed) to 2 (right skewed)

lower.tail

logical; if TRUE (default), probabilities are P[X<=x] otherwise P[X>x].

log

logical; if TRUE, probabilities p are given as log(p).

Value

a vector of probabilities, quantiles, densities or samples.

Details

The rwedge can be combined with quantile functions to skew standard distributions, or introduce correlation or down weight certain parts of the distribution.

Examples

pwedge(seq(0,1,0.1), a=1)
#>  [1] 0.5 0.6 0.7 0.8 0.9 1.0 1.1 1.2 1.3 1.4 1.5
dwedge(seq(0,1,0.1), a=1)
#>  [1] 0.000 0.055 0.120 0.195 0.280 0.375 0.480 0.595 0.720 0.855 1.000
qwedge(c(0.25,0.5,0.75), a=-1)
#> [1] 0.1771243 0.3819660 0.6339746

stats::cor(
  stats::qnorm(rwedge(1000, a=2)),
  stats::qnorm(rwedge(1000, a=-2))
)
#> [1] -0.0003553189